Anic Equity¶

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Total return since start: 0.733 %¶

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Equity now: -----------------------------> 52944.3 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 34976.45 Kr¶

PnL: ---------------------------------------> -142.77 Kr¶

DD now: ---------------------------------> -0.331 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-07 16:50:20.819969'

Anic Portfolio¶

Today¶

Return: -0.23 %¶

This Week¶

Return: -0.23 %¶

Total¶

Return: 73.326 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Balco Group 39 0.210000 1881.750000 11.700000 0.630000 1870.050000
Humana 40 2.170000 678.400000 6.400000 0.950000 672.000000
BHG Group 49 -2.690000 638.960000 1.470000 0.230000 637.490000
Ambea 68 2.480000 2532.320000 1.360000 0.050000 2530.960000
SynAct Pharma 9 2.000000 643.500000 0.900000 0.140000 642.600000
Indutrade 5 0.650000 1317.500000 0.500000 0.040000 1317.000000
NCC B 7 1.140000 652.050000 0.350000 0.050000 651.700000
Profoto Holding 7 -1.190000 581.000000 0.000000 0.000000 581.000000
Eastnine 6 1.110000 655.200000 0.000000 0.000000 655.200000
Latour B 2 0.310000 447.200000 -1.200000 -0.270000 448.400000
Lundin Gold 7 0.730000 970.200000 -1.400000 -0.140000 971.600000
Creades A 7 0.760000 606.900000 -1.750000 -0.290000 608.650000
NCC A 6 0.200000 595.200000 -2.400000 -0.400000 597.600000
Addtech B 3 1.580000 696.000000 -2.400000 -0.340000 698.400000
Biotage 4 -0.600000 598.000000 -2.800000 -0.470000 600.800000
Sampo Oyj SDB 1 -0.400000 501.000000 -3.000000 -0.600000 504.000000
SCA A 4 -1.330000 595.200000 -3.200000 -0.530000 598.400000
BONESUPPORT HOLDING 10 0.910000 1217.000000 -4.000000 -0.330000 1221.000000
Vitrolife 3 -1.150000 670.800000 -4.200000 -0.620000 675.000000
Sdiptech B 3 1.270000 814.800000 -5.400000 -0.660000 820.200000
New Wave B 20 1.400000 3900.000000 -6.000000 -0.150000 3906.000000
Xvivo Perfusion 3 -1.240000 837.000000 -6.000000 -0.710000 843.000000
Embracer Group B 26 0.860000 653.120000 -6.500000 -0.990000 659.620000
Fortnox 10 -1.530000 658.600000 -7.000000 -1.050000 665.600000
Investor A 16 -0.540000 3528.000000 -8.000000 -0.230000 3536.000000
Volati 5 -0.360000 560.000000 -13.000000 -2.270000 573.000000
Lime Technologies 2 3.960000 577.000000 -15.000000 -2.530000 592.000000
Gaming Innovation Group 161 0.590000 4145.750000 -32.200000 -0.770000 4177.950000
Wästbygg Gruppen B 80 2.320000 2824.000000 -40.000000 -1.400000 2864.000000
TOTAL 34976.450000 -142.770000 -0.33142% 35119.220000

Updated:¶

'2023-06-07 16:50:35.718356'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶